Joint weak hazard rate order under non-symmetric copulas
A weak version of the joint hazard rate order, useful to stochastically compare not independent random variables, has been recently defined and studied in [4]. In the present paper, further results on this order are proved and discussed. In particular, some statements dealing with the relationships...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2016-10-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2016-0010 |